+498.8%
MAR vs RACE
+729.2%
-230.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.7% | -1.0% |
| 7D | +1.6% | -1.2% | +2.8% | +2.1% |
| 30D | +13.8% | +6.1% | +7.7% | +10.8% |
| 3M | +20.3% | -0.3% | +20.6% | +20.1% |
| 6M | +21.3% | +23.4% | -2.1% | +9.1% |
| YTD | +37.2% | +12.5% | +24.7% | +28.0% |
| 1Y | +48.4% | -0.5% | +48.9% | +46.3% |
| 3Y | +120.1% | +23.6% | +96.5% | +84.1% |
| 5Y | +182.1% | +65.4% | +116.6% | +97.3% |
| All | +498.8% | +729.2% | -230.4% | +112.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RACE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling